Template:2002 ISDA Equity Derivatives Definitions 6.8(b): Difference between revisions

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(Created page with ":{{eqderivprov|6.8(b)}} '''{{eqderivprov|Additional Definitions Relating to Futures Price Valuation}}'''.<br> ::6.8(b)(i) "'''{{eqderivprov|Exchange-traded Contract}}'''" in r...")
 
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:{{eqderivprov|6.8(b)}} '''{{eqderivprov|Additional Definitions Relating to Futures Price Valuation}}'''.<br>
:{{eqderivprov|6.8(b)}} '''{{eqderivprov|Additional Definitions Relating to Futures Price Valuation}}'''.<br>
::6.8(b)(i) "'''{{eqderivprov|Exchange-traded Contract}}'''" in relation to an {{eqderivprov|Index}} means a contract specified as <br>such for that {{eqderivprov|Index}} in the related {{eqderivprov|Confirmation}}. For this purpose, the parties shall specify the <br>futures or options contract by reference to (A) the {{eqderivprov|Index}} to which it relates, (B) the delivery <br>month of such contract and (C) the exchange on which it is traded. <br>
::6.8(b)(i) '''{{eqderivprov|Exchange-traded Contract}}'''in relation to an {{eqderivprov|Index}} means a contract specified as such for that {{eqderivprov|Index}} in the related {{eqderivprov|Confirmation}}. For this purpose, the parties shall specify the futures or options contract by reference to (A) the {{eqderivprov|Index}} to which it relates, (B) the delivery month of such contract and (C) the exchange on which it is traded. <br>
::6.8(b)(ii) "'''{{eqderivprov|Official Settlement Price}}'''" means the official settlement price (however <br>described under the rules of the relevant {{eqderivprov|Exchange}} or its clearing house) of any of the relevant <br>{{eqderivprov|Exchange-traded Contracts}} published by the {{eqderivprov|Exchange}} or its clearing house. <br>
::6.8(b)(ii) '''{{eqderivprov|Official Settlement Price}}'''means the official settlement price (however described under the rules of the relevant {{eqderivprov|Exchange}} or its clearing house) of any of the relevant {{eqderivprov|Exchange-traded Contracts}} published by the {{eqderivprov|Exchange}} or its clearing house. <br>

Latest revision as of 12:32, 28 November 2017

6.8(b) Additional Definitions Relating to Futures Price Valuation.
6.8(b)(i) “Exchange-traded Contract” in relation to an Index means a contract specified as such for that Index in the related Confirmation. For this purpose, the parties shall specify the futures or options contract by reference to (A) the Index to which it relates, (B) the delivery month of such contract and (C) the exchange on which it is traded.
6.8(b)(ii) “Official Settlement Price” means the official settlement price (however described under the rules of the relevant Exchange or its clearing house) of any of the relevant Exchange-traded Contracts published by the Exchange or its clearing house.